Institutional investors and foreign exchange risk

Timo Korkeamäki, Danielle Xu

Forskningsoutput: TidskriftsbidragArtikelVetenskapligPeer review

Sammanfattning

We study institutional appetite for stocks with FX exposure, and find variation
among institution types. Institutions that are by their nature more likely to engage inactive management of foreign exchange risk in their portfolio, namely mutual funds and hedge funds seek stocks with foreign exchange exposure. Institutions that are constrained by regulation tend to avoid foreign exchange exposure.
OriginalspråkEngelska
Referentgranskad vetenskaplig tidskriftQuarterly Journal of Finance
Volym5
Utgåva3
Antal sidor33
DOI
StatusPublicerad - 09.2015
MoE-publikationstypA1 Originalartikel i en vetenskaplig tidskrift

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